Syrio Forel is NOT Jaqen H’ghar. During season 5 H’ghar told Arya Stark, “There’s only one God. A girl knows his name”, which led many to speculate that both Syrio and H’ghar may be the same person. Also, the show never revealed Syrio’s fate when he was surrounded by Ser Meryn Trant and other Lannister guards. In fact, Maisie Williams herself believed this theory up to the point when she asked Game of Thrones showrunners David Benioff & Dan Weiss for clarification:
“I always was like, ‘Oh, no, I feel like he’s still alive. I always had my own theory that he and Jaqen were the same person”.
Williams then brought this to the showrunners and they debunked her theory with just four words: “No, he is dead”. Williams adds:
“I was like, ‘Oh, OK’… So that put that to bed really quickly, but I guess we can all still dream. Maybe if it’s not in the show, it will be in the book, and that will be great.”